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Feb 9, 2024 | European banks experienced record-breaking profitability and capitalization toward the end of last ...
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Jan 12, 2024 | Buy Now, Pay later (BNPL) applications offer consumers the opportunity to defer payment on goods ...
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Nov 17, 2023 | The failures earlier this year of a group of midsized U.S. banks grabbed headlines and yielded many ...
How Generative AI Will Disrupt Credit Risk Modeling
Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can...
Friday, September 1, 2023
Stress Testing: A Practical Guide
Banks and regulators remain committed to stress testing. What are the different types of tests and approaches, and what elements are necessary to...
Friday, January 31, 2020
Probability of Default: The Pluses and Minuses of Transition Matrices
To forecast potential changes in portfolio probability of default, credit risk professionals often rely on transition matrices that don't tell the...
Friday, August 13, 2021
Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios
The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among...
Friday, March 1, 2024
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Jun 16, 2023 | Banks are going to be required to use the so-called foundation approach (F-IRB) to credit risk ...
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May 19, 2023 | Credit risk models that are adaptable, flexible and fast, one could argue, are what’s needed in the ...